its just a so typical japanese thing.. the guy had some very short segments of time on a japanese channel kalled NHK, think he was like their icon or something. i love him too!
and i own one domo-kun too! yay!
EDIT: forgot, if peeps now are interested.. he is called domo (more precicly doumo) because thats all that he can say. doumo in japanese means "thanks". the -kun is used as a title mostly for girls and cute things, like -chan and such